L1median.m

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% Function: [mX]=L1median(X,tol)
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% Aim:
% Computing L1-median (multivariate L1-median)
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% Input:  
% X, matrix (n,p), data
% tol, scalar, the convergence criterium (if not specified tol=1.e-08)
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% Output: 
% mX, vector (1,p), the L1-median
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% Example:
% [mX]=L1median(X)
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% Reference:
% O. Hossjer, C. Croux, Generalizing Univariate Signed Rank Statistics for 
% Testing and Estimating a Multivariate Location Parameter, Non-parametric 
% Statistics 4 (1995) 293-308
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